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TSS

Two Sigma Securities Portfolio holdings

AUM $861M
1-Year Est. Return 21.33%
This Fund
S&P 500
This Quarter Est. Return
-0.45%
1 Year Est. Return
+21.33%
3 Year Est. Return
+86.85%
5 Year Est. Return
+97.03%
10 Year Est. Return
+293.07%
AUM
$11B
AUM Growth
+$1.4B
Cap. Flow
+$1.28B
Cap. Flow %
11.67%
Top 10 Hldgs %
43.09%
Holding
2,685
New
637
Increased
798
Reduced
570
Closed
662

Top Buys

Rank Stock Value
1
IWM icon
iShares Russell 2000 ETF
IWM
+$34.2M
2
NEE.PRO
NextEra Energy, Inc. 4.872% Corporate Units
NEE.PRO
+$22.1M
3
SRE.PRA
Sempra Energy 6% Mandatory Convertible Preferred Stock, Series A
SRE.PRA
+$21.8M
4
CCI.PRA
Crown Castle International Corp. 6.875% Mandatory Convertible Preferred Stock, Series A
CCI.PRA
+$18.9M
5
FTV.PRA
Fortive Corporation 5.00% Mandatory Convertible Preferred Stock, Series A
FTV.PRA
+$16.6M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$92.9M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$24.2M
3
SMH icon
VanEck Semiconductor ETF
SMH
+$11.6M
4
DIA icon
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
+$9.22M
5
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$6.49M

Sector Composition

Rank Sector Weight
1 Financials 0.51%
2 Consumer Discretionary 0.38%
3 Energy 0.33%
4 Technology 0.3%
5 Healthcare 0.25%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
WEC icon
1176
PUT
WEC Energy
WEC
$35.3B
$533K ﹤0.01%
5,600
+1,900
+51% +$171K
ADBE icon
1177
Adobe
ADBE
$103B
$532K ﹤0.01%
+1,926
New +$562K
APD icon
1178
CALL
Air Products & Chemicals
APD
$65.7B
$532K ﹤0.01%
2,400
-100
-4% -$22.5K
ZEN
1179
CALL
DELISTED
ZENDESK INC
ZEN
$532K ﹤0.01%
7,300
+3,700
+103% +$305K
MXIM
1180
DELISTED
Maxim Integrated Products
MXIM
$530K ﹤0.01%
9,150
+441
+5% +$25.6K
EIX icon
1181
CALL
Edison International
EIX
$26.3B
$528K ﹤0.01%
7,000
-5,000
-42% -$360K
EW icon
1182
PUT
Edwards Lifesciences
EW
$51.3B
$528K ﹤0.01%
7,200
-1,800
-20% -$126K
VNO icon
1183
PUT
Vornado Realty Trust
VNO
$7.45B
$528K ﹤0.01%
+8,300
New +$522K
AABA
1184
DELISTED
Altaba Inc
AABA
$528K ﹤0.01%
+27,129
New +$1.79M
BBWI icon
1185
CALL
Bath & Body Works
BBWI
$4.19B
$527K ﹤0.01%
33,275
-1,856
-5% -$32.8K
ODFL icon
1186
PUT
Old Dominion Freight Line
ODFL
$44.8B
$527K ﹤0.01%
+9,300
New +$505K
EFV icon
1187
iShares MSCI EAFE Value ETF
EFV
$29.2B
$526K ﹤0.01%
11,108
-4,533
-29% -$211K
EXAS
1188
PUT
DELISTED
Exact Sciences
EXAS
$524K ﹤0.01%
5,800
-2,000
-26% -$228K
JBLU icon
1189
JetBlue
JBLU
$2.4B
$524K ﹤0.01%
+31,265
New +$567K
YETI icon
1190
CALL
Yeti Holdings
YETI
$3.98B
$524K ﹤0.01%
18,700
-3,700
-17% -$112K
CVNA icon
1191
PUT
Carvana
CVNA
$76.4B
$521K ﹤0.01%
+39,500
New +$568K
MTB icon
1192
PUT
M&T Bank
MTB
$36.4B
$521K ﹤0.01%
+3,300
New +$519K
REAL icon
1193
CALL
The RealReal
REAL
$1.52B
$521K ﹤0.01%
+23,300
New +$468K
WGO icon
1194
CALL
Winnebago Industries
WGO
$904M
$518K ﹤0.01%
13,500
+2,500
+23% +$91.1K
HSBC icon
1195
PUT
HSBC
HSBC
$352B
$517K ﹤0.01%
13,500
+6,000
+80% +$233K
ULTA icon
1196
Ulta Beauty
ULTA
$23.2B
$517K ﹤0.01%
2,061
+400
+24% +$123K
BN icon
1197
Brookfield
BN
$109B
$516K ﹤0.01%
+27,248
New +$493K
GWRE icon
1198
PUT
Guidewire Software
GWRE
$13.3B
$516K ﹤0.01%
4,900
+2,600
+113% +$262K
ROST icon
1199
PUT
Ross Stores
ROST
$81.2B
$516K ﹤0.01%
4,700
-5,700
-55% -$601K
DTE icon
1200
DTE Energy
DTE
$29.1B
$515K ﹤0.01%
4,550
+1,898
+72% +$210K
46 47
48
49 50

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OAM
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WFAL
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NOCM
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QIM
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OMG
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MCM
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EI
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Two Sigma Securities's Q3 2019 Portfolio in Review

As of Q3 2019, Two Sigma Securities held 2,685 positions worth $11B, up 15% from $9.57B the previous quarter. Its ten largest holdings account for 43% of the portfolio.

Two Sigma Securities deployed $1.28B of net new capital in Q3 2019, opening 637 new positions and adding to 798 existing holdings. Its largest new stake was NextEra Energy, Inc. 4.872% Corporate Units: 450,000 shares worth $22.6M.

By sector, the portfolio is most concentrated in Financials at 0.51% of assets, up from 0.4% a quarter earlier, followed by Consumer Discretionary and Energy.

On the sell side, the largest reduction was State Street SPDR S&P 500 ETF Trust, an estimated $92.9M trimmed.

  • Two Sigma Securities's largest Q3 2019 buy was NextEra Energy, Inc. 4.872% Corporate Units: 450,000 shares worth $22.6M.
  • Two Sigma Securities added most to iShares Russell 2000 ETF in Q3 2019, an estimated $34.2M increase.
  • Two Sigma Securities's biggest Q3 2019 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $92.9M.
  • Two Sigma Securities fully exited Invesco QQQ Trust in Q3 2019, selling an estimated $24.2M.
  • Two Sigma Securities's ten largest holdings make up 43% of its $11B portfolio in Q3 2019.
  • Two Sigma Securities opened 637 new positions and closed 662 in Q3 2019.
  • Two Sigma Securities's portfolio value rose 15% quarter-over-quarter to $11B.

Based on Two Sigma Securities's 13F filing for Q3 2019, filed 14 Nov 2019.